☆16May 28, 2022Updated 3 years ago
Alternatives and similar repositories for ilmanen_expected_returns
Users that are interested in ilmanen_expected_returns are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆13Jun 14, 2014Updated 11 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Python/Stata Package for Stochastic Dominance Test☆14Jan 26, 2026Updated 3 months ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆12Mar 7, 2019Updated 7 years ago
- ExplaineR is an R package built for enhanced interpretation of classification and regression models based on SHAP method and interactive …☆21Aug 17, 2025Updated 8 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116May 28, 2017Updated 8 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- strand: A framework for investment strategy simulation☆24Jan 31, 2026Updated 3 months ago
- A very simple app that displays random inspirational quotations. Written in Python using the Kivy library for cross-platform support (And…☆13Nov 2, 2018Updated 7 years ago
- Zeroth-order Min-max Optimization☆13Jun 28, 2020Updated 5 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- ☆85Dec 12, 2024Updated last year
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Advanced Risk and Portfolio Management Resources☆36Aug 20, 2019Updated 6 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆13Dec 4, 2020Updated 5 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- PyTorch code for DeepTime: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting☆11Jan 9, 2023Updated 3 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Study notebooks made for learning machine learning for the Hawk team☆11Oct 10, 2018Updated 7 years ago
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- A semi-automatic stock and crypto grid trader with support for simultaneous deployment.☆15Oct 30, 2022Updated 3 years ago
- Crypto exchanges API/WSS async wrapper with gRPC powered server☆16Apr 28, 2026Updated last week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Multi Task Learning Time Series Momentum☆25May 18, 2024Updated last year
- Blazing fast Julia backtester.☆20Apr 12, 2026Updated 3 weeks ago
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- Quantitative strategy☆13Aug 17, 2019Updated 6 years ago
- An overview of various quantitative techniques and trading strategies for predicting stock prices, based on historical data from YahooFi…☆17Jul 30, 2022Updated 3 years ago
- 3-dimensional hex maps with Pygame☆11Apr 25, 2017Updated 9 years ago
- Algorithms to build Support and Resistance Lines in Financial Series☆18Sep 12, 2020Updated 5 years ago
- Key: time series analysis, forecasting of GDP growth, macroeconomic, Kalman-filtering techniques, and a dynamic factor model.☆18Aug 8, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆21Jul 9, 2023Updated 2 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆20Sep 29, 2022Updated 3 years ago
- 将DolphinDB接入Qlib☆26Apr 28, 2026Updated last week
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Let's Get Inspired ⚡✌🙌☆17Jul 16, 2020Updated 5 years ago
- R package AssetAllocation☆32Nov 30, 2023Updated 2 years ago